| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1011980.5488 | 874191.6128 | 137788.936 | 12979349.4343 | 7490406.0923 | 5488943.342 |
| Total P&L (%) | 1011.9805 | 874.1916 | 137.7889 | 12979.3494 | 7490.4061 | 5488.9433 |
| Avg Daily Profit (%) | 0.4045 | 0.3494 | 0.0551 | 0.195 | 0.1732 | 0.1609 |
| Buy And Hold Return (%) | 332.6848 | 332.6848 | 332.6848 | 332.6848 | 332.6848 | 332.6848 |
| Max Trade Drawdown | -92555 | -63993 | -103072 | -13741016 | -8579996 | -7141326 |
| Profit Factor | 2.8676 | 4.6503 | 1.4557 | 1.3491 | 1.3481 | 1.3506 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Profitability (%) | 47.1264 | 43.1818 | 51.1628 | 47.1264 | 43.1818 | 51.1628 |
| Ratio Avg Win / Avg Loss | 3.2173 | 6.1188 | 1.3895 | 1.5137 | 1.7738 | 1.2892 |
| Largest Winning Trade | 302214 | 302214 | 57845 | 6504287 | 6504287 | 6322993 |
| Largest Losing Trade | -50271 | -21817 | -50271 | -4125440 | -2948569 | -4125440 |
| Avg Bars in Trades | 56 | 52 | 60 | 56 | 52 | 60 |
| Avg Bars in Winners | 93 | 92 | 93 | 93 | 92 | 93 |
| Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
| Bars Traded | 4907 | 2321 | 2586 | 4907 | 2321 | 2586 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 406831 | 389448 | -283917 | 309779 | 241362 | 298738 |
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1543017600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759186785319,
"expiration_time": 1765632384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 142,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 26,
"offset": 0,
"poles": 2
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
1011980.5488019381,
874191.6128279818,
137788.9359739566,
12979349.434274541,
7490406.092276663,
5488943.341997877
],
[
1011.980549,
874.191613,
137.788936,
12979.349434,
7490.406092,
5488.943342
],
[
0.404469,
0.349397,
0.055072,
0.194979,
0.17319,
0.160936
],
[
332.684825,
332.684825,
332.684825,
332.684825,
332.684825,
332.684825
],
[
-92555,
-63993,
-103072,
-13741016,
-8579996,
-7141326
],
[
2.867615,
4.650299,
1.455693,
1.349147,
1.348117,
1.350561
],
[
87,
44,
43,
87,
44,
43
],
[
41,
19,
22,
41,
19,
22
],
[
46,
25,
21,
46,
25,
21
],
[
47.126437,
43.181818,
51.162791,
47.126437,
43.181818,
51.162791
],
[
3.217325,
6.118814,
1.389525,
1.513677,
1.773839,
1.289172
],
[
302214,
302214,
57845,
6504287,
6504287,
6322993
],
[
-50271,
-21817,
-50271,
-4125440,
-2948569,
-4125440
],
[
56,
52,
60,
56,
52,
60
],
[
93,
92,
93,
93,
92,
93
],
[
23,
22,
24,
23,
22,
24
],
[
4907,
2321,
2586,
4907,
2321,
2586
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
406831,
389448,
-283917,
309779,
241362,
298738
]
]
}
{
"trading_pair": "VET_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5004,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1543017600000,
"first_datapoint_time": 1543017600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759186785319,
"expiration_time": 1765632384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 142,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 26,
"offset": 0,
"poles": 2
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|